+46.7%
IDXX vs GGLL
+328.4%
-281.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -4.6% | +1.9% | -6.4% | -5.0% |
| 30D | -11.3% | -9.7% | -1.6% | -9.6% |
| 3M | -7.3% | -18.0% | +10.7% | -4.7% |
| 6M | -14.5% | +15.3% | -29.8% | -19.0% |
| YTD | -23.1% | +2.2% | -25.3% | -25.6% |
| 1Y | -20.3% | +73.1% | -93.4% | -31.8% |
| 3Y | +11.7% | +242.7% | -231.0% | -25.5% |
| All | +46.7% | +328.4% | -281.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling